-26.7%
RIOT vs MDLZ
+17.7%
-44.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -1.5% | +1.9% | -3.4% | -1.7% |
| 30D | +5.7% | +0.4% | +5.2% | +5.5% |
| 3M | -17.9% | -0.6% | -17.2% | -18.0% |
| 6M | +45.0% | +14.7% | +30.3% | +38.9% |
| YTD | +69.5% | +18.0% | +51.5% | +60.4% |
| 1Y | +37.2% | +4.1% | +33.1% | +34.9% |
| 3Y | +111.7% | -4.6% | +116.3% | +110.4% |
| All | -26.7% | +17.7% | -44.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MDLZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling